Bayesian vector autoregression time series forecasting model

• Main Author: Chen, Wen.
• Other Authors: Chin, Teck Chai
• Format: Theses and Dissertations
• Published: 2008
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Electronic systems
• Online Access: http://hdl.handle.net/10356/3859
• Institution: Nanyang Technological University

This dissertation describes a technique of economic forecasting with Bayesian vector autoregression (BVAR), which has been used successfully in macro-economy forecasting.